Table 4.

Zivot-Andrews unit root tests

		CO2	Gexp	Grev	EG
Malaysia
	I (0)	− 3.265	− 3.439	− 4.434	− 6.307***
	Break year	2003	1987	2006	1998
	I (1)	− 6.953***	− 6.934***	− 6.701***	− 7.523***
	Break year	1989	1999	2001	1997
UAE
	I (0)	− 3.927	− 4.238	− 4.225	− 7.119***
	Break year	2006	2012	1991	1989
	I (1)	− 9.035***	− 5.106**	− 4.913*	− 7.456***
	Break year	1998	1991	1999	1991
Thailand
	I (0)	− 2.595	− 3.183	− 5.059**	− 4.489
	Break year	1993	2007	1998	1996
	I (1)	− 6.322***	− 4.555	− 7.867***	− 8.532***
	Break year	1988	1992	2001	1999
Indonesia
	I (0)	− 3.158	− 2.995	− 5.501***	− 6.054***
	Break year	2007	1987	1999	1998
	I (1)	− 6.780***	− 7.273***	− 8.712***	− 7.197***
	Break year	2012	2001	2009	2000
Turkey
	ADF test	− 3.590	− 5.321**	− 7.500***	− 6.936***
	I (0)	2006	1990	2008	2003
	Break year
	I (1)	− 7.413***	− 6.366***	− 6.295***	− 7.138***
	Break year	2012	1989	2010	2002
Iran
	I (0)	− 2.739	− 4.415	− 3.181	− 5.921***
	Break year	1999	1989	2010	1989
	I (1)	− 7.129***	− 5.685***	− 7.036***	− 10.89***
	Break year	1998	1993	2007	1998
Saudi Arabia
	I (0)	− 3.878	− 4.867*	− 3.244	− 3.211
	Break year	1995	2012	1999	1998
	I (1)	− 8.755***	− 7.458***	− 3.985	− 13.32***
	Break year	2000	1998	2012	1992
Japan
	I (0)	− 2.973	− 4.171	− 4.007	− 6.323***
	Break year	2005	2005	1998	1992
	I (1)	− 7.411***	− 5.336**	− 5.740***	− 6.983***
	Break year	2010	1992	1992	2010
India
	I (0)	− 3.013	− 3.018	− 3.748	− 5.167**
	Break year	2007	2005	2002	2011
	I (1)	− 7.170***	− 4.659*	− 7.192***	− 5.759***
	Break year	2012	1998	1990	2007
China
	I (0)	− 2.872	− 4.733*	− 2.665	− 4.717*
	Break year	2005	2006	1989	2011
	I (1)	− 5.721***	− 4.325	− 9.954***	− 6.067***
	Break year	2012	2011	2008	1991

The 10%, 5%, and 1% critical values are − 4.58, − 4.93, and − 5.34